Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49129.02 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43212.43 Kr¶

PnL: ---------------------------------------> -1663.15 Kr¶

DD now: ---------------------------------> -7.514 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 12:43:19.568245'

Anic Portfolio¶

Today¶

Return: -0.183 %¶

This Week¶

Return: -3.197 %¶

Total portfolio value¶

Return including deposits: 60.836 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.390000 1510.740000 87.740000 6.170000 1423.000014
Hennes & Mauritz B 6 0.310000 919.800000 7.800000 0.860000 912.000000
Nederman Holding 1 -0.490000 205.000000 6.000000 3.020000 199.000000
JM 7 2.630000 955.500000 5.500000 0.580000 950.000002
Atrium Ljungberg B 5 0.170000 905.000000 1.000000 0.110000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
Eastnine 6 -1.280000 646.800000 -10.200000 -1.550000 657.000000
Creaspac SPAC 40 0.100000 3820.000000 -14.000000 -0.370000 3834.000000
BioGaia B 8 -1.330000 888.800000 -15.200000 -1.680000 904.000000
ASSA ABLOY B 4 -1.130000 977.600000 -15.400000 -1.550000 993.000000
Biotage 1 -0.900000 131.800000 -17.200000 -11.540000 149.000000
OX2 12 -0.400000 887.400000 -21.600000 -2.380000 909.000000
AcadeMedia 20 -1.370000 952.800000 -25.200000 -2.580000 978.000000
Investor B 3 -0.430000 626.100000 -31.900000 -4.850000 657.999999
Bufab 3 -1.420000 1043.400000 -32.600000 -3.030000 1076.000001
Platzer Fastigheter Holding B 12 0.790000 916.800000 -34.200000 -3.600000 951.000000
Latour B 4 -1.210000 819.600000 -36.400000 -4.250000 856.000000
Byggmax Group 33 -0.490000 929.940000 -37.060000 -3.830000 966.999990
Hoist Finance 36 -0.730000 973.800000 -37.200000 -3.680000 1010.999988
Vitrolife 3 -2.830000 639.600000 -37.400000 -5.520000 677.000001
Sandvik 4 -1.410000 810.400000 -37.600000 -4.430000 848.000000
Vitec Software Group B 2 -1.120000 1064.000000 -40.000000 -3.620000 1104.000000
Sagax A 4 -0.470000 844.000000 -42.000000 -4.740000 886.000000
Hexatronic Group 15 -1.180000 1029.000000 -42.000000 -3.920000 1071.000000
Gränges 10 -2.160000 997.000000 -42.000000 -4.040000 1039.000000
Sagax B 4 -1.640000 841.600000 -43.400000 -4.900000 885.000000
Addnode Group B 7 -1.360000 861.000000 -44.000000 -4.860000 904.999998
Alimak Group 12 -2.080000 962.400000 -44.600000 -4.430000 1007.000004
EQT 4 0.000000 827.600000 -45.400000 -5.200000 873.000000
SKF B 5 -1.060000 934.500000 -45.500000 -4.640000 980.000000
Catena 2 -0.310000 760.400000 -45.600000 -5.660000 806.000000
INVISIO 15 -1.260000 3525.000000 -47.000000 -1.320000 3571.999995
HEXPOL B 8 -0.630000 881.600000 -75.400000 -7.880000 957.000000
Orrön Energy 170 -1.550000 1944.800000 -101.200000 -4.950000 2045.999980
Hexagon B 26 -1.440000 3290.300000 -129.700000 -3.790000 3420.000012
VEF 788 -0.360000 1761.970000 -141.030000 -7.410000 1903.000300
Sedana Medical 93 -0.290000 2553.780000 -429.800000 -14.410000 2983.577733
TOTAL 43212.430000 -1663.150000 -7.51375% 44875.578016

Updated:¶

'2023-06-22 12:43:37.073294'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶